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Option Evaluator

Full
Full-p
Call  Put 
Underlying
Strike
Valuation Date
Expiry date
Volatility
%
Parity
Dividend
Dividend date
Interest rate
%
Currency Ratio
Underlying range
Volatility range
Time decay
days

Currency ratio =1

Moneyness bar Legend
In the money
At the money
Out of the money
Deep out of the money

Read the disclaimer, please Disclaimer
Call  10   1/1/2003
Price 1/3/2002 0.164
At the money



Undelying 10
Volatility (%) 40
Parity 10
Days to expiry 306
Interest rate (%) 5
Dividend
Delta 0.62
Vega 0.003
Gamma 1.042
Theta -0.0003
Rho 0.0038
Leverage 3.8
Intrinsic value 0
Premium (%) 16.4
Volatility range +/-2%


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